theplu::yat::normalizer::Gauss Class Reference

Gaussian Normalizer. More...

#include <yat/normalizer/Gauss.h>

List of all members.

Public Member Functions

template<typename RandomAccessIter1, typename RandomAccessIter2>
void operator() (RandomAccessIter1 first, RandomAccessIter1 last, RandomAccessIter2 result) const


Detailed Description

Gaussian Normalizer.

After normalization the range will follow a standard Gaussian distribution (mean zero and unity variance).

The range is first rank normalized using Spearman, after which each element is between 0 and unity. Second each element is replaced by inverse cumulative standard Gaussian distribution.

Since:
New in yat 0.5

Member Function Documentation

template<typename RandomAccessIter1, typename RandomAccessIter2>
void theplu::yat::normalizer::Gauss::operator() ( RandomAccessIter1  first,
RandomAccessIter1  last,
RandomAccessIter2  result 
) const [inline]

It is possible to centralize a range "in place"; it is permissible for the iterators first and result to be the same.

Type requirements:

See also:
gsl_cdf_ugaussian_Pinv


The documentation for this class was generated from the following file:

Generated on Tue Jan 18 02:21:18 2011 for yat by  doxygen 1.5.5